{"fact_id":"amihud-illiquidity-premium-us-sp500-fact-median-sharpe","strategy_slug":"amihud-illiquidity-premium-us-sp500","claim":"Median Sharpe across 144 grid runs is 0.12.","value":0.12,"value_text":null,"unit":"sharpe_ratio","context":"Full grid of 144 parameter combinations.","supports_verdict":"marginal","source_run_id":null,"search_tsv":"'0.12':8 '144':4,12 'across':3 'combin':14 'full':9 'grid':5,10 'median':1 'paramet':13 'run':6 'sharp':2","cite_url":"https://qbuntu.ai/cite/amihud-illiquidity-premium-us-sp500-fact-median-sharpe","strategy":{"slug":"amihud-illiquidity-premium-us-sp500","name":"Amihud Illiquidity Premium (US S&P 500)","verdict":"marginal","url":"https://qbuntu.ai/strategies/amihud-illiquidity-premium-us-sp500"},"provenance":{"tier":"shallow","git_sha_z":"2f23bb7","data_source":"kabu STATION REST API + J-Quants daily bars","source_repo":"C:\\Users\\mirac\\projects\\qbuntu\\analysis","source_files":["scripts/grid_search/amihud_illiquidity_grid.py","src/risk/regime.py"],"computed_asof":"2026-08-02T16:26:49","numpy_version":"2.2.6","pandas_version":"2.3.3","python_version":"3.10.11","source_project":"qbuntu-analysis","git_sha_genkidama":"711b855"},"license":"CC-BY-4.0"}